| 更新時間： | 2020年1月17日 PM 4:28:20 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/11/19 | 16.850% | 26893.73 | 17.772% | 17.882% | -1.032% | 17.882% | -1.032% |
| 29/11/19 | 17.770% | 26346.49 | 18.969% | 18.174% | -0.404% | 22.802% | -5.032% |
| 02/12/19 | 17.040% | 26444.72 | 18.488% | 18.246% | -1.206% | 22.443% | -5.403% |
| 03/12/19 | 16.710% | 26391.30 | 18.479% | 18.331% | -1.621% | 22.396% | -5.686% |
| 04/12/19 | 17.400% | 26062.56 | 18.751% | 18.492% | -1.092% | 22.441% | -5.041% |
| 05/12/19 | 16.060% | 26217.04 | 19.015% | 18.740% | -2.680% | 22.588% | -6.528% |
| 06/12/19 | 16.060% | 26498.37 | 19.261% | 18.799% | -2.739% | 22.505% | -6.445% |
| 09/12/19 | 16.000% | 26494.73 | 16.556% | 18.412% | -2.412% | 21.588% | -5.588% |
| 10/12/19 | 16.030% | 26436.62 | 16.494% | 18.015% | -1.985% | 20.975% | -4.945% |
| 11/12/19 | 15.900% | 26645.43 | 15.381% | 17.341% | -1.441% | 20.048% | -4.148% |
| 12/12/19 | 15.880% | 26994.14 | 15.664% | 16.671% | -0.791% | 19.136% | -3.256% |
| 13/12/19 | 15.510% | 27687.76 | 17.696% | 16.358% | -0.848% | 18.642% | -3.132% |
| 16/12/19 | 14.620% | 27508.09 | 17.263% | 16.500% | -1.880% | 18.397% | -3.777% |
| 17/12/19 | 14.250% | 27843.71 | 16.872% | 16.575% | -2.325% | 18.345% | -4.095% |
| 18/12/19 | 14.160% | 27884.21 | 16.614% | 16.822% | -2.662% | 18.480% | -4.320% |
| 19/12/19 | 13.730% | 27800.49 | 15.804% | 16.850% | -3.120% | 18.372% | -4.642% |
| 20/12/19 | 13.660% | 27871.35 | 15.702% | 16.451% | -2.791% | 17.802% | -4.142% |
| 23/12/19 | 12.930% | 27906.41 | 14.786% | 15.955% | -3.025% | 16.873% | -3.943% |
| 24/12/19 | 13.180% | 27864.21 | 14.788% | 15.539% | -2.359% | 16.304% | -3.124% |
| 27/12/19 | 14.660% | 28225.42 | 15.268% | 15.270% | -0.610% | 15.646% | -0.986% |
| 30/12/19 | 15.070% | 28319.39 | 15.249% | 15.159% | -0.089% | 15.159% | -0.089% |
| 31/12/19 | 15.610% | 28189.75 | 13.898% | 14.798% | +0.812% | 18.444% | -2.834% |
| 02/01/20 | 15.130% | 28543.52 | 14.091% | 14.659% | +0.471% | 18.030% | -2.900% |
| 03/01/20 | 15.860% | 28451.50 | 14.314% | 14.564% | +1.296% | 17.794% | -1.934% |
| 06/01/20 | 16.620% | 28226.19 | 14.549% | 14.420% | +2.200% | 17.263% | -0.643% |
| 07/01/20 | 16.040% | 28322.06 | 14.189% | 14.208% | +1.832% | 16.892% | -0.852% |
| 08/01/20 | 16.810% | 28087.92 | 14.013% | 14.231% | +2.579% | 16.803% | +0.007% |
| 09/01/20 | 15.310% | 28561.00 | 14.768% | 14.367% | +0.943% | 16.845% | -1.535% |
| 10/01/20 | 15.030% | 28638.20 | 14.771% | 14.458% | +0.572% | 16.833% | -1.803% |
| 13/01/20 | 15.430% | 28954.94 | 14.714% | 14.491% | +0.939% | 16.515% | -1.085% |
| 14/01/20 | 15.540% | 28885.14 | 14.246% | 14.503% | +1.037% | 16.409% | -0.869% |
| 15/01/20 | 15.310% | 28773.59 | 11.808% | 14.062% | +1.248% | 15.794% | -0.484% |
| 16/01/20 | 14.980% | 28883.04 | 11.458% | 13.400% | +1.580% | 14.940% | +0.040% |
| 17/01/20 | 14.440% | 29056.42 | 10.870% | 12.619% | +1.821% | 13.967% | +0.473% |
| 國企指數期權引伸波幅分析 | |||||||
| 日期 | 國指波幅指數 | 國企指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 28/11/19 | 16.670% | 10561.87 | 16.802% | 16.856% | -0.186% | 16.856% | -0.186% |
| 29/11/19 | 17.820% | 10301.82 | 18.654% | 17.232% | +0.588% | 21.619% | -3.799% |
| 02/12/19 | 17.280% | 10363.91 | 18.130% | 17.455% | -0.175% | 21.469% | -4.189% |
| 03/12/19 | 17.270% | 10355.92 | 18.114% | 17.685% | -0.415% | 21.607% | -4.337% |
| 04/12/19 | 17.790% | 10254.09 | 18.206% | 17.982% | -0.192% | 21.822% | -4.032% |
| 05/12/19 | 16.340% | 10321.83 | 18.481% | 18.317% | -1.977% | 22.079% | -5.739% |
| 06/12/19 | 16.580% | 10407.18 | 18.697% | 18.326% | -1.746% | 21.938% | -5.358% |
| 09/12/19 | 16.580% | 10408.05 | 16.284% | 17.957% | -1.377% | 21.054% | -4.474% |
| 10/12/19 | 16.420% | 10395.27 | 16.122% | 17.558% | -1.138% | 20.442% | -4.022% |
| 11/12/19 | 16.620% | 10502.53 | 15.489% | 17.015% | -0.395% | 19.670% | -3.050% |
| 12/12/19 | 16.640% | 10614.76 | 15.618% | 16.442% | +0.198% | 18.873% | -2.233% |
| 13/12/19 | 16.530% | 10838.11 | 17.036% | 16.110% | +0.420% | 18.359% | -1.829% |
| 16/12/19 | 15.330% | 10778.89 | 16.597% | 16.172% | -0.842% | 18.032% | -2.702% |
| 17/12/19 | 15.170% | 10964.99 | 16.980% | 16.344% | -1.174% | 18.089% | -2.919% |
| 18/12/19 | 15.240% | 11024.66 | 16.781% | 16.603% | -1.363% | 18.239% | -2.999% |
| 19/12/19 | 14.970% | 10985.89 | 15.949% | 16.669% | -1.699% | 18.175% | -3.205% |
| 20/12/19 | 14.740% | 11030.23 | 15.851% | 16.432% | -1.692% | 17.781% | -3.041% |
| 23/12/19 | 14.200% | 11052.68 | 15.315% | 16.175% | -1.975% | 17.105% | -2.905% |
| 24/12/19 | 14.470% | 11035.98 | 15.357% | 15.851% | -1.381% | 16.632% | -2.162% |
| 27/12/19 | 16.180% | 11194.55 | 15.919% | 15.678% | +0.502% | 16.064% | +0.116% |
| 30/12/19 | 16.110% | 11225.31 | 15.789% | 15.646% | +0.464% | 15.646% | +0.464% |
| 31/12/19 | 16.410% | 11168.06 | 13.748% | 15.226% | +1.184% | 18.977% | -2.567% |
| 02/01/20 | 16.460% | 11320.56 | 13.831% | 14.929% | +1.531% | 18.362% | -1.902% |
| 03/01/20 | 17.010% | 11253.55 | 14.289% | 14.715% | +2.295% | 17.978% | -0.968% |
| 06/01/20 | 17.570% | 11165.41 | 14.727% | 14.477% | +3.093% | 17.330% | +0.240% |
| 07/01/20 | 16.990% | 11198.75 | 14.331% | 14.185% | +2.805% | 16.865% | +0.125% |
| 08/01/20 | 17.780% | 11079.79 | 14.694% | 14.374% | +3.406% | 16.972% | +0.808% |
| 09/01/20 | 16.330% | 11281.26 | 15.531% | 14.714% | +1.616% | 17.252% | -0.922% |
| 10/01/20 | 16.070% | 11267.48 | 15.646% | 14.986% | +1.084% | 17.448% | -1.378% |
| 13/01/20 | 16.580% | 11396.76 | 15.423% | 15.125% | +1.455% | 17.237% | -0.657% |
| 14/01/20 | 16.890% | 11355.37 | 15.229% | 15.305% | +1.585% | 17.316% | -0.426% |
| 15/01/20 | 16.620% | 11295.47 | 13.879% | 15.142% | +1.478% | 17.007% | -0.387% |
| 16/01/20 | 16.370% | 11328.38 | 13.679% | 14.771% | +1.599% | 16.470% | -0.100% |
| 17/01/20 | 15.700% | 11419.91 | 12.611% | 14.164% | +1.536% | 15.677% | +0.023% |